Statistics in the p-model

Massimo Materassi, Andrzej W. Wernik and Emiliya Yordanova

Chaos, Solitons & Fractals, 2006, vol. 30, issue 3, 642-655

Abstract: The p-model is a mathematical construction largely applied in physics to construct intermittent distributions on a real interval and in general to study diadic branching processes (cascades). The model produces a hierarchy of 1d distributions u(n) with n=0,1,2,…, referred to as generations, that may be used to mimic natural irregular signals at different scales. Here we study the correlation between two p-model generations u(m) and u(n) analytically, as well as the skewness and flatness of the values u(n)(x) as depending on the generation indices m and n.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:30:y:2006:i:3:p:642-655

DOI: 10.1016/j.chaos.2005.11.089

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